C# Market Risk Developer

London, United Kingdom
650 - 850
05 Oct 2022
26 Oct 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
A programme of work within an International Investment Bank has become available with the primary aim of modernising their Middle Office risk function, implementing data analytics tools, and transitioning their platforms to the cloud.

This is primarily within the Market Risk function but is closely linked with their Front and Middle office functions. This project is to facilitate the migration of their systems into a cloud hosted Microservices architecture and advance the functionality of existing products.


An International Investment bank with a strong presence in Asia, EMEA, and North America. Providing extensive coverage and services to their clientele, they are a market leading firm that has experience across commercial banking and equal stature in investments and capital markets.

Summary of role

This is an initial 6 - month engagement within the Market Risk team, entailing development, design, and implementation of their Risk platforms.

Covering a suite of applications and regulations in their middle and front office. This will require a comprehension of their simulation and pricing engine across a vast asset class and ensuring the deployment of this to new markets to improve their coverage.

Responsibilities will also include discovering underlying issues, coordinating directly with business users and there will be a requirement to create and implement innovative solutions that add value to the business.

Key technical skills

• .Net Core 3.1+ or Python

• Azure and Microservices Architecture exposure.

• Product knowledge of repo, OTC derivatives, and other asset classes

• Development, testing, and implementation of Risk Platforms

• VaR Calculations, PV, P&L

Key non-technical skills

• Clear communicator, able to deal with cross-functional and cross boundary collaboration

• Able to think outside the box and build creative, innovative solutions to complex problems

• Effectively manage large workloads and execute to tight deadlines

• A proactive approach and positive attitude to problems
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